-45.0%
CMCSA vs FDS
-20.4%
-24.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.3% |
| 7D | +0.1% | -5.4% | +5.5% | +1.3% |
| 30D | +3.8% | +1.6% | +2.2% | +3.3% |
| 3M | +12.3% | +17.7% | -5.4% | +8.2% |
| 6M | -15.4% | +29.1% | -44.4% | -20.6% |
| YTD | -2.5% | +1.0% | -3.5% | -2.6% |
| 1Y | -13.4% | -21.6% | +8.3% | -7.0% |
| 3Y | -30.4% | -30.1% | -0.2% | -23.4% |
| 5Y | -45.0% | -20.7% | -24.3% | -40.1% |
| All | -45.0% | -20.4% | -24.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling